| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 57.0% |
| Cumulative Return | -11.63% |
| CAGR﹪ | -0.06% |
| Sharpe | -0.02 |
| Prob. Sharpe Ratio | 36.74% |
| Smart Sharpe | -0.02 |
| Sortino | -0.03 |
| Smart Sortino | -0.03 |
| Sortino/√2 | -0.02 |
| Smart Sortino/√2 | -0.02 |
| Omega | 0.99 |
| Max Drawdown | -33.46% |
| Max DD Date | 2025-04-12 |
| Max DD Period Start | 2024-12-05 |
| Max DD Period End | 2025-05-10 |
| Longest DD Days | 156 |
| Volatility (ann.) | 1.87% |
| Calmar | -0.0 |
| Skew | -1.05 |
| Kurtosis | 79.35 |
| Expected Daily | -0.0% |
| Expected Monthly | -1.75% |
| Expected Yearly | -5.99% |
| Kelly Criterion | -0.31% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.19% |
| Expected Shortfall (cVaR) | -0.32% |
| Max Consecutive Wins | 11 |
| Max Consecutive Losses | 12 |
| Gain/Pain Ratio | -0.07 |
| Gain/Pain (1M) | -0.32 |
| Payoff Ratio | 1.01 |
| Profit Factor | 0.99 |
| Common Sense Ratio | 0.99 |
| CPC Index | 0.5 |
| Tail Ratio | 1.0 |
| Outlier Win Ratio | 8.83 |
| Outlier Loss Ratio | 3.52 |
| MTD | 10.2% |
| 3M | 3.98% |
| 6M | -11.63% |
| YTD | -4.24% |
| 1Y | -11.63% |
| 3Y (ann.) | -0.06% |
| 5Y (ann.) | -0.06% |
| 10Y (ann.) | -0.06% |
| All-time (ann.) | -0.06% |
| Best Day | 2.27% |
| Worst Day | -4.67% |
| Best Month | 10.2% |
| Worst Month | -13.57% |
| Best Year | -4.24% |
| Worst Year | -7.71% |
| Avg. Drawdown | -1.64% |
| Avg. Drawdown Days | 5 |
| Recovery Factor | 0.27 |
| Ulcer Index | 0.21 |
| Serenity Index | -0.0 |
| Avg. Up Month | 4.54% |
| Avg. Down Month | -9.42% |
| Win Days | 49.62% |
| Win Month | 57.14% |
| Win Quarter | 33.33% |
| Win Year | 0.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2024 | -7.06% | -7.71% |
| 2025 | -1.84% | -4.24% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-10 | -33.46 | 156 |
| 2024-11-22 | 2024-12-05 | -8.84 | 13 |
| 2024-11-18 | 2024-11-19 | -2.92 | 1 |
| 2024-11-19 | 2024-11-19 | -2.89 | 1 |
| 2024-11-20 | 2024-11-21 | -2.44 | 1 |
| 2024-11-21 | 2024-11-22 | -2.30 | 1 |
| 2024-11-20 | 2024-11-20 | -1.66 | 1 |
| 2024-11-21 | 2024-11-21 | -1.50 | 1 |
| 2024-11-22 | 2024-11-22 | -1.06 | 1 |
| 2024-11-21 | 2024-11-21 | -0.99 | 1 |